mini-sized Dow ($5) Future September 2007


Trading Metrics calculated at close of trading on 22-Jun-2007
Day Change Summary
Previous Current
21-Jun-2007 22-Jun-2007 Change Change % Previous Week
Open 13,612 13,647 35 0.3% 13,751
High 13,678 13,664 -14 -0.1% 13,812
Low 13,507 13,471 -36 -0.3% 13,471
Close 13,660 13,506 -154 -1.1% 13,506
Range 171 193 22 12.9% 341
ATR 132 137 4 3.3% 0
Volume 183,492 215,822 32,330 17.6% 713,026
Daily Pivots for day following 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 14,126 14,009 13,612
R3 13,933 13,816 13,559
R2 13,740 13,740 13,542
R1 13,623 13,623 13,524 13,585
PP 13,547 13,547 13,547 13,528
S1 13,430 13,430 13,488 13,392
S2 13,354 13,354 13,471
S3 13,161 13,237 13,453
S4 12,968 13,044 13,400
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 14,619 14,404 13,694
R3 14,278 14,063 13,600
R2 13,937 13,937 13,569
R1 13,722 13,722 13,537 13,659
PP 13,596 13,596 13,596 13,565
S1 13,381 13,381 13,475 13,318
S2 13,255 13,255 13,444
S3 12,914 13,040 13,412
S4 12,573 12,699 13,319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,812 13,471 341 2.5% 150 1.1% 10% False True 142,605
10 13,813 13,395 418 3.1% 149 1.1% 27% False False 151,872
20 13,826 13,315 511 3.8% 143 1.1% 37% False False 84,884
40 13,826 13,190 636 4.7% 113 0.8% 50% False False 42,509
60 13,826 12,517 1,309 9.7% 92 0.7% 76% False False 28,345
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,484
2.618 14,169
1.618 13,976
1.000 13,857
0.618 13,783
HIGH 13,664
0.618 13,590
0.500 13,568
0.382 13,545
LOW 13,471
0.618 13,352
1.000 13,278
1.618 13,159
2.618 12,966
4.250 12,651
Fisher Pivots for day following 22-Jun-2007
Pivot 1 day 3 day
R1 13,568 13,642
PP 13,547 13,596
S1 13,527 13,551

These figures are updated between 7pm and 10pm EST after a trading day.

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